Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 17.96% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 38,096 CHF | 15,199 CHF | 99.38% | 99.38% |
19/11/2024 | 18.06% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 37,838 CHF | 15,113 CHF | 99.37% | 99.37% |
18/11/2024 | 15.78% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 44,276 CHF | 17,259 CHF | 99.37% | 99.37% |
15/11/2024 | 12.35% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 57,221 CHF | 21,574 CHF | 99.34% | 99.34% |
14/11/2024 | 10.19% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 69,989 CHF | 25,830 CHF | 99.37% | 99.37% |
13/11/2024 | 10.78% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 65,944 CHF | 24,481 CHF | 99.38% | 99.38% |
12/11/2024 | 10.92% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 65,215 CHF | 24,238 CHF | 99.15% | 99.15% |
11/11/2024 | 10.52% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 67,546 CHF | 25,015 CHF | 99.13% | 99.13% |
08/11/2024 | 10.35% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 68,835 CHF | 25,445 CHF | 99.38% | 99.38% |
07/11/2024 | 9.76% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 73,268 CHF | 26,923 CHF | 98.56% | 98.56% |